Questions tagged [fixed-effects]

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Fixed Effects Estimation and Inconsistency

Consider estimation of the following population regression function: $G{Y_{it}} = {\beta _0} + {\beta _1}IN{F_{it}} + {\beta _2}DE{M_i} + {\beta _3}POI{L_t} + {\varepsilon _{it}}$ Where: $GY_{it}$ = ...
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Impactful fixed-effect identification with open data

For a replication project, I am looking for impactful (and ideally somewhat recent) papers that use fixed-effects as their main identification strategy and make their data publicly available. By ...
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12 views

How can I add fixed-effect constant variable in Stata?

I want to test a model like this: alpha denotes full set of country fixed effects and delta denotes full set of year fixed effects in the article in which this model is used. My model is similar to ...
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If I want to add fixed effects for a difference-in-differences analysis, do I have to do a Hausman test first?

For my diff-in-diff specification, which is looking at whether a certain environmental regulation has an effect on exported goods, I was thinking of adding industry fixed effects to my equation. ...
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43 views

Fixed-Effects on individual level with explanatory variable on state level

I am planing a panel data analysis evaluating a continuous policy intervention. I do have individual level data. I would like to account for individual fixed-effects. However, the explanatory variable ...
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1answer
63 views

Linear Probability Model Instead of Logit in Fixed Effects Regression

In our panel data analysis we estimated a fixed effects linear probability model (LPM) instead of a fixed effects logit regression because our sample size was quite small (600 individuals) and the ...
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50 views

Immigration supply shocks, fixed effects and model interpretation

I'm new to this and I've been racking my brains for a couple days trying to understand this model and how to run it in Stata. More than programming help, I think I just don't understand the model well ...
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1answer
35 views

How to determine correct fixed effects in linear regression model using unbalanced paneldata

I am currently working on a research project regarding the introduction of mandatory earnings guidance regulation in multiple countries within a time span of 10 years (staggered adoption). As I can ...
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19 views

Publishing fixed and random effects in one model

I am a health economist working with panel data for a paper I am working on, I use Hausman tests to determine if I should use fixed or random effects estimators in my analysis. For some outcomes ...
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24 views

Group-level random effect correlated with within-group independent variable

Dear StackExchange community, Question: According to, e.g., Wikipedia, random effects models assume "that the individual specific effects are uncorrelated with the independent variables." I ...
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Random effect Vs Fixed effect with the 10 CAN provs as cross sections

Im working on a model examining the effect of minimum wages on employment over the 10 provinces using a panel data set. I have used the Hausman test to decide to use RE or FE, in which it recommended ...
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1answer
248 views

Count panel models for endogenous regressors

I have a count variable as the dependent variable and several continuous regressors on the RHS. The dependent variable and some regressors are supposed to be endogenous to unobserved factors. I have a ...
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28 views

Panel data: When can I used random effects instead of fixed effects? Are control variables necessary?

I have panel data for individuals in an economy that experienced fluctuations in employment levels. I also have some health information for these individuals, BMI, self-rated health etc., My ...
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2answers
165 views

Year effects inconsistent between random effects and fixed effects

I am running a panel data estimation, where I am including year effects. My goal is to see if there is a time trend in the data, after controlling for other factors. Using random effects, I find the ...
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160 views

Fixed vs Random effects in panel data

I am an economist interested in looking at panel data on mothers, their husbands and their grandparents to determine the effect of the economic shock of the recession on their self-reported health ...
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3answers
305 views

Intuition behind fixed effects estimator

I understand that the fixed effects estimator in a panel model (say, individuals, $i$ across years, $t$) can be understood either as a including a dummy for each $i$ or running OLS on the time demean-...
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1answer
221 views

Fixed effects, first differences interpretation

I am working with a fixed effects model to estimate the effect of enterprise zones on unemployment claims. (1) $log(uclms_{it}) = \theta_t + \beta_1 ez_{it} + c_i + \epsilon_{it} $ where $\theta_t$ ...
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3answers
98 views

A question about Fixed effects estimation

I have a fixed effects model as follows: $Y = x_1, x_2, x_3$, (fixed effect), (error term) Is there any way I can check whether Cov($x_1$, (fixed effect)) is larger or smaller than 0? The panel ...
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289 views

using LOG in a econometric model

I am a beginner at econometrics and I have to build a model explaining scholing (as dependent variable) by migration (independent variable) and a couple of covariables. I'm going to use fixed effects ...
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104 views

Accounting for Fixed Effects

I am an undergraduate student working on environmental economics research. The econometric specification I am using is the following: ln(Per.Capita.Dollars) = ln(Per.Capita.Dollars.lag) + Average....
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421 views

How can I test for autoregressive residual terms in a fixed effects panel Poisson model?

I have panel data for counts of new firms in different regions for six years. I am estimating a static poisson regression with multiplicative fixed effects$^*$; I have also tried to estimate a dynamic ...
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1answer
69 views

Fixed effects in treatment model

Hello in a simple treatment model $$y=\beta_0+\beta_1w+e$$ where $w$ is unity for treatment by group. Should you add dummies for the groups to control for differences. I read somewhere that you ...